Anic Equity¶

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Total return since start: 0.626 %¶

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Equity now: -----------------------------> 49671.64 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43623.47 Kr¶

PnL: ---------------------------------------> -1252.11 Kr¶

DD now: ---------------------------------> -6.492 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:21:26.089504'

Anic Portfolio¶

This Week¶

Return: -2.136 %¶

Total portfolio value¶

Return including deposits: 62.598 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 5.870000 1512.920000 89.920000 6.320000 1423.000014
Hennes & Mauritz B 6 -0.710000 918.480000 6.480000 0.710000 912.000000
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.080000 988.000000 -5.000000 -0.500000 993.000000
OX2 12 -0.400000 903.000000 -6.000000 -0.660000 909.000000
Biotage 1 -3.520000 137.000000 -12.000000 -8.050000 149.000000
Atrium Ljungberg B 5 -0.450000 890.000000 -14.000000 -1.550000 904.000000
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
JM 7 -0.740000 933.100000 -16.900000 -1.780000 950.000002
AcadeMedia 20 -0.990000 960.400000 -17.600000 -1.800000 978.000000
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
BioGaia B 8 0.640000 885.600000 -18.400000 -2.040000 904.000000
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
Bufab 3 -0.230000 1057.200000 -18.800000 -1.750000 1076.000001
Latour B 4 -1.560000 834.800000 -21.200000 -2.480000 856.000000
SKF B 5 1.080000 958.750000 -21.250000 -2.170000 980.000000
Investor B 3 -0.210000 636.300000 -21.700000 -3.300000 657.999999
Vitec Software Group B 2 -2.260000 1080.000000 -24.000000 -2.170000 1104.000000
Sandvik 4 0.640000 823.600000 -24.400000 -2.880000 848.000000
Byggmax Group 33 -0.070000 935.220000 -31.780000 -3.290000 966.999990
Addnode Group B 7 -1.740000 872.200000 -32.800000 -3.620000 904.999998
Hexatronic Group 15 -1.010000 1034.100000 -36.900000 -3.450000 1071.000000
Sagax B 4 -2.490000 846.400000 -38.600000 -4.360000 885.000000
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
INVISIO 15 -0.630000 3532.500000 -39.500000 -1.110000 3571.999995
Orrön Energy 170 -2.480000 2003.450000 -42.550000 -2.080000 2045.999980
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
EQT 4 -2.590000 827.200000 -45.800000 -5.250000 873.000000
Sagax A 4 -3.670000 840.000000 -46.000000 -5.190000 886.000000
HEXPOL B 8 -3.400000 909.600000 -47.400000 -4.950000 957.000000
Platzer Fastigheter Holding B 12 -1.590000 894.000000 -57.000000 -5.990000 951.000000
Catena 2 -1.370000 746.000000 -60.000000 -7.440000 806.000000
Hexagon B 26 -0.920000 3352.700000 -67.300000 -1.970000 3420.000012
VEF 788 -0.260000 1807.670000 -95.330000 -5.010000 1903.000300
Sedana Medical 93 1.960000 2615.160000 -368.420000 -12.350000 2983.577733
TOTAL 43619.150000 -1256.430000 -6.50039% 44875.578016

Updated:¶

'2023-06-21 10:20:31.388680'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶